-50.4%
MP vs IRE
-97.5%
+47.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.1% | -11.4% | -1.0% |
| 7D | +2.3% | -15.1% | +17.4% | +2.7% |
| 30D | -15.3% | -71.4% | +56.1% | -2.8% |
| 3M | -33.5% | -81.2% | +47.7% | -20.8% |
| 6M | -45.5% | -93.7% | +48.2% | -29.7% |
| YTD | -27.3% | -92.2% | +64.9% | -13.8% |
| 1Y | -40.7% | -97.3% | +56.5% | -30.9% |
| All | -50.4% | -97.5% | +47.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling